The ten largest single SPY option prints of May 15, 2025, one per contract

Name: The ten largest single SPY option prints of May 15, 2025, one per contract
Creator: Strasmore
Published: 2026-09-18
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-18, from Where to Find Options Trade Data (OPRA Prints).

as of 2026-09-18 table 10×7read in context →

The ten largest single SPY option prints of May 15, 2025, one per contract — 10 rows by 7 columns, computed 2026-09-18 from US exchange, SIP and OPRA data.
contract	printed_at_et	print_price	print_size	notional_usd	exchange_id	condition_codes
O:SPY250919P00530000	11:23:08	7.95	109000	86.66 million	57	234
O:SPY251031P00550000	11:23:08	13.99	109000	152.49 million	57	234
O:SPY250919P00490000	12:19:44	4.16	21628	9.00 million	56	233
O:SPY250530C00585000	12:04:12	10.67	15000	16.00 million	44	234
O:SPY250530P00585000	12:04:12	5.47	15000	8.21 million	44	234
O:SPY250630P00570000	12:19:44	6.7	10814	7.25 million	56	233
O:SPY250530C00595000	10:42:41	3.71	9319	3.46 million	56	233
O:SPY250530C00605000	10:42:41	1.22	9319	1.14 million	56	233
O:SPY250516P00586000	09:35:01	2.61	8881	2.32 million	45	232
O:SPY250516P00587000	09:35:01	3.05	8881	2.71 million	45	232

Rows × columns: 10 × 7
Computed: 2026-09-18
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for The ten largest single SPY option prints of May 15, 2025, one per contract, derived from the stored result.
Column	Type	Range	Notes
`contract`	text	10 distinct values
`printed_at_et`	text	5 distinct values (09:35:01, 10:42:41, 11:23:08…)
`print_price`	number	1.22 to 13.99	US dollars
`print_size`	number	8,881 to 109,000
`notional_usd`	text	10 distinct values
`exchange_id`	text	4 distinct values (44, 45, 56…)
`condition_codes`	text	3 distinct values (232, 233, 234)

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-09-18, and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

SELECT
    ticker                                                                                        AS contract,
    formatDateTime(toTimeZone(argMax(sip_timestamp, (size, sip_timestamp)), 'America/New_York'), '%H:%i:%S') AS printed_at_et,
    round(toFloat64(argMax(price, (size, sip_timestamp))), 2)                                    AS print_price,
    max(size)                                                                                     AS print_size,
    formatReadableQuantity(toFloat64(argMax(price, (size, sip_timestamp))) * toFloat64(max(size)) * 100) AS notional_usd,
    toString(argMax(exchange, (size, sip_timestamp)))                                            AS exchange_id,
    replaceAll(replaceAll(toString(argMax(conditions, (size, sip_timestamp))), '[', ''), ']', '') AS condition_codes
FROM global_markets.options_trades
WHERE underlying_symbol = 'SPY'
  AND sip_timestamp >= '2025-05-15 00:00:00'
  AND sip_timestamp <  '2025-05-16 00:00:00'
GROUP BY ticker
ORDER BY print_size DESC, contract
LIMIT 10

SQL to run

SELECT
    ticker                                                                                        AS contract,
    formatDateTime(toTimeZone(argMax(sip_timestamp, (size, sip_timestamp)), 'America/New_York'), '%H:%i:%S') AS printed_at_et,
    round(toFloat64(argMax(price, (size, sip_timestamp))), 2)                                    AS print_price,
    max(size)                                                                                     AS print_size,
    formatReadableQuantity(toFloat64(argMax(price, (size, sip_timestamp))) * toFloat64(max(size)) * 100) AS notional_usd,
    toString(argMax(exchange, (size, sip_timestamp)))                                            AS exchange_id,
    replaceAll(replaceAll(toString(argMax(conditions, (size, sip_timestamp))), '[', ''), ']', '') AS condition_codes
FROM global_markets.options_trades
WHERE underlying_symbol = 'SPY'
  AND sip_timestamp >= '2025-05-15 00:00:00'
  AND sip_timestamp <  '2025-05-16 00:00:00'
GROUP BY ticker
ORDER BY print_size DESC, contract
LIMIT 10

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